Concomitants and linear estimators in an i-dimensional extremal model.

Gomes, M. Ivette. "Concomitants and linear estimators in an i-dimensional extremal model.." Trabajos de Estadística e Investigación Operativa 36.1 (1985): 129-140. <http://eudml.org/doc/40765>.

@article{Gomes1985,
abstract = {We consider here a multivariate sample Xj = (X1.j &gt; ... &gt; Xi.j), 1 ≤ j ≤ n, where the Xj, 1 ≤ j ≤ n, are independent i-dimensional extremal vectors with suitable unknown location and scale parameters λ and δ respectively. Being interested in linear estimation of these parameters, we consider the multivariate sample Zj, 1 ≤ j ≤ n, of the order statistic of largest values and their concomitants, and the best linear unbiased estimators of λ and δ based on such multivariate sample. Computational problems associated to the evaluation of μi(n) and Σi(n), the mean value and the covariance matrix of standardized Zj, 1 ≤ j ≤ n, are also discussed.},
author = {Gomes, M. Ivette},
journal = {Trabajos de Estadística e Investigación Operativa},
keywords = {Estimadores insesgados; Inferencia estadística; Linealidad; Modelos estadísticos; extremal vectors; order statistics of largest values; concomitants; best linear unbiased estimators; computational problems},
language = {eng},
number = {1},
pages = {129-140},
title = {Concomitants and linear estimators in an i-dimensional extremal model.},
url = {http://eudml.org/doc/40765},
volume = {36},
year = {1985},
}

TY - JOUR
AU - Gomes, M. Ivette
TI - Concomitants and linear estimators in an i-dimensional extremal model.
JO - Trabajos de Estadística e Investigación Operativa
PY - 1985
VL - 36
IS - 1
SP - 129
EP - 140
AB - We consider here a multivariate sample Xj = (X1.j &gt; ... &gt; Xi.j), 1 ≤ j ≤ n, where the Xj, 1 ≤ j ≤ n, are independent i-dimensional extremal vectors with suitable unknown location and scale parameters λ and δ respectively. Being interested in linear estimation of these parameters, we consider the multivariate sample Zj, 1 ≤ j ≤ n, of the order statistic of largest values and their concomitants, and the best linear unbiased estimators of λ and δ based on such multivariate sample. Computational problems associated to the evaluation of μi(n) and Σi(n), the mean value and the covariance matrix of standardized Zj, 1 ≤ j ≤ n, are also discussed.
LA - eng
KW - Estimadores insesgados; Inferencia estadística; Linealidad; Modelos estadísticos; extremal vectors; order statistics of largest values; concomitants; best linear unbiased estimators; computational problems
UR - http://eudml.org/doc/40765
ER -